Basic properties of the projective product with application to products of column-allowable nonnegative matrices

DOI10.1007/PL00009860zbMATH Open0941.93012OpenAlexW2044358125MaRDI QIDQ1975239FDOQ1975239

Authors: Laurent Mevel, François Le Gland 

Publication date: 24 July 2000

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/pl00009860

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zbMATH Keywords

cocycleprimitive matrixproduct of matricesexponential forgettingBirkhoff contraction coefficientprojective product

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Algebraic methods (93B25)

Cited In (11)

• Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
• Effects of statistical dependence on multiple testing under a hidden Markov model
• On the stability of positive semigroups
• Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models
• Variational Bayesian analysis of nonhomogeneous hidden Markov models with long and ultralong sequences
• Estimate exponential memory decay in hidden Markov model and its applications to inference
• Asymptotic of products of Markov kernels. Application to deterministic and random forward/backward products
• Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains
• Consistency of the maximum likelihood estimator for general hidden Markov models
• Consistency of maximum likelihood estimation for some dynamical systems
• Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters

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